Preheat the oven to 350 degrees F (175 degrees C).
In a medium bowl, cream together the shortening and sugar until smooth. Beat in the egg, and stir in vanilla and milk. Combine the flour, cocoa, and salt; stir into the creamed mixture until just blended. Fill cookie press, and press onto ungreased baking sheets. Decorate with sprinkles if desired.
Bake for 10 minutes in the preheated oven. Remove from baking sheets to cool on wire racks.
